Efficient Algorithms for Stochastic Repeated Second-price Auctions.
Juliette AchddouOlivier CappéAurélien GarivierPublished in: ALT (2021)
Keyphrases
- monte carlo
- online auctions
- stochastic models
- stochastic process
- stochastic model
- electronic marketplaces
- stochastic optimization
- information revelation
- data sets
- stochastic nature
- stochastic context free grammars
- trading agents
- stochastic programming
- learning automata
- stochastic processes
- bidding strategies
- multi attribute
- optimal control
- dynamic programming
- special case